Do the green bonds overreact to the COVID-19 pandemic?
Cui T, Suleman MT, Zhang H.
Cui T, et al.
Financ Res Lett. 2022 Oct;49:103095. doi: 10.1016/j.frl.2022.103095. Epub 2022 Jun 26.
Financ Res Lett. 2022.
PMID: 36119916
Free PMC article.
This paper explores the impacts of the COVID-19 pandemic on the global green bond and conventional assets, including commodity, treasury, stock and clean energy markets, using Diebold and Yilmaz (2012) and Barunik and Krehlik, 2018b spillover framework. The results show th …
This paper explores the impacts of the COVID-19 pandemic on the global green bond and conventional assets, including commodity, treasury …